On a normal day, Billy Batson transforms into Shazam (previously Captain Marvel) by saying "Shazam!" and being struck by lightning. Upon being impacted by the lightning, he switches between his two forms.
But on several instances, he's shown to use this phenomenon as an attack, holding someone above him and shouting "Shazam" so that the lightning bolt hits his opponent.

Notably, in these instances where something blocks the path of the lightning bolt, Billy/Shazam isn't transformed. It seems that, if the lightning doesn't reach him, it doesn't effect him. And more importantly, it's possible for the lightning not to reach him.
I'm not too familiar with the character, so maybe this is a common occurrence, but are Billy's powers effectively nerfed if he's kept in a bunker or a building with a lightning rod? Does he have to have access to an open sky to transform, or can he summon "local lightning" to transform him anywhere?
Answer
No. The lightning bolt which strikes young Billy Batson to transform him into Captain Marvel is not actually lightning - it is the physical manifestation of the Power of Shazam. However, there ARE some caveats:
Post-Crisis
In the post-crisis reality, Marvel's lightning bolts acted very much like actual lightning, and could be blocked by most materials that would block a lightning strike. That said, it was also seen numerous times to destroy roofs, walls, or other obstacles when called. The lightning was also directly connected to the wizard Shazam.
That changed when the Laws of Magic were re-written following the
death of Shazam at the hands of The Spectre.
Afterwards, Billy found himself with even more power, and quickly learned that he could control the lightning to much greater effect than before. Ultimately, he discovered that this was because the lightning now represented the Power of Shazam - the magic ability granted to Captain Marvel & his heirs from the Rock of Eternity. Billy further learned that
he had inherited Shazam's place as the avatar of that magic. He therefore took the name Marvel, with Captain Marvel Jr. (Freddy Freeman) taking his place on Earth with the code-name Shazam. While undertaking the trials to inherit the Power of Shazam, Freddy learned that
he could call the lightning without even saying the name - rather, it responded to his will.
New 52
To date, the New 52 reality has more or less kept with the final Post-Crisis definition - that the "lightning" is actually the physical extension of Captain Marvel's magical ability. Also, Billy/Marvel has the ability to control the lightning and even transform with a thought rather than a spoken word. Therefore, we must assume that - in current continuity - a roof or other obstacle would likely not stop the lightning and/or transformation.
Invincible enemies, however, such as Superman or Black Adam, COULD potentially block or deflect the bolt and thereby prevent Billy's transformation.
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